+60.6%
SCHW vs ALL
+113.6%
-52.9%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.0% |
| 7D | -2.8% | -4.3% | +1.5% | -1.0% |
| 30D | -0.1% | -3.6% | +3.5% | +1.4% |
| 3M | +20.6% | +13.2% | +7.4% | +14.0% |
| 6M | +15.9% | +22.5% | -6.5% | +6.0% |
| YTD | +8.5% | +22.7% | -14.2% | -1.4% |
| 1Y | +17.8% | +28.3% | -10.5% | +4.6% |
| 3Y | +88.5% | +152.0% | -63.5% | +14.0% |
| 5Y | +60.6% | +115.4% | -54.8% | +7.0% |
| All | +60.6% | +113.6% | -52.9% | +7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded ALL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling